The stark warning came amid growing anger at a west African mediated peace deal to end the latest crisis in the landlocked and poor nation.
"All the national armed forces are converging on Ouagadougou with the sole aim of disarming the presidential guard (RSP) without any bloodshed," an army statement said.
"We ask them to lay down their arms and go the Sangoule Lamizana camp where they and their families will be safe," it said, referring to a military barrack west of the capital.
Burkina was plunged into turmoil on Wednesday when soldiers from the powerful presidential guard regiment loyal to ex-leader Blaise Compaore detained interim president Michel Kafando and prime minister Isaac Zida, himself a former deputy commander of the unit.
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The RSP, an elite unit of 1,300 men, officially declared a coup the following day and installed General Gilbert Diendere, a close Compaore ally, as the country's new leader.
Following the coup, Senegal's President Macky Sall, the rotating head of the Economic Community of West African States (ECOWAS), undertook three days of mediation in a Ouagadougou hotel and came up on Sunday with a 12-point plan to end the crisis.
The ECOWAS deal provides for presidential and parliamentary elections to be held by November 22 at the latest, and, crucially, would allow for pro-Compaore candidates to take part after they complained about being excluded from the planned October polls.
ECOWAS mediators said the fate of the RSP should be decided by a future Burkinabe leader, but they proposed an amnesty for those behind the coup.